Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48909.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42225.74 Kr¶

PnL: ---------------------------------------> -207.54 Kr¶

DD now: ---------------------------------> -7.927 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:21:17.890257'

Anic Portfolio¶

Today¶

Return: -0.799 %¶

This Week¶

Return: -0.799 %¶

Total portfolio value¶

Return including deposits: 60.117 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1666.440000 198.900000 13.550000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
JM 6 1.810000 877.800000 15.600000 1.810000 862.200000
Platzer Fastigheter Holding B 12 1.380000 972.000000 13.200000 1.380000 958.800000
Sagax B 4 1.500000 864.800000 12.800000 1.500000 852.000000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
EQT 4 0.050000 830.000000 0.400000 0.050000 829.600000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
Gränges 9 -0.580000 920.700000 -5.400000 -0.580000 926.100000
SKF B 5 -0.610000 932.250000 -5.750000 -0.610000 938.000000
OX2 13 -0.620000 941.850000 -5.850000 -0.620000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Hexatronic Group 12 -0.970000 955.200000 -9.360000 -0.970000 964.560000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -3.460000 825.600000 -29.600000 -3.460000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Addnode Group B 11 -3.650000 884.950000 -33.550000 -3.650000 918.500000
Hexagon B 26 -1.360000 3404.700000 -46.800000 -1.360000 3451.500000
Indutrade 5 -4.160000 1164.000000 -50.500000 -4.160000 1214.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Vitec Software Group B 2 -5.900000 1020.000000 -64.000000 -5.900000 1084.000000
BHG Group 97 -4.460000 1390.980000 -64.020000 -4.400000 1455.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42225.740000 -207.540000 -7.9273% 42433.280000

Updated:¶

'2023-07-03 12:21:34.576514'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶